Connecting two curves with same number of vertices
If you are willing to go to mesh there is a pretty fast method. 


With both curved selected Ctrl+J to join these two Curves into one object.
Alt+C >> M to convert the curves to a mesh.
TAB - to enter edit mode.
A - to select all vertices.
W >> E - to perform the Bridge Edge Loops command.
TAB - To go back to Object Mode and enjoy your curtains.